Totally right:
But it’s fair question. I’d say if you have one WAN connection with a single IP, and one (or limited number) of LAN(s), the WAN should NOT be in the bridge. You can use QuickSet, and be in a pretty good place for basic networking. The bridge would be for the LAN, or other client VLANs. ROS does routing for internet/WAN, and switching for LANs/VLANs.
But if that WAN line is subnet, like /29 (5 public IPs) or bigger. Then the WAN can be trunked to another router/switch/security appliance, if needed. Here “VLAN Filtering” and treating the WAN like another (but special) VLAN isn’t a bad approach. If you do this, just make sure the VLAN interface used for the "WAN"is listed in the “Interface Lists” as WAN so the default firewall stuff just work.
The various approaches are laid out very well here:
http://forum.mikrotik.com/t/using-routeros-to-vlan-your-network/126489/1
Required reading if you need to go beyond using QuickSet to set up the router/switch (e.g. you have >1 WANs and/or >1 LANs).